A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
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DOI：
10.1007/s11425-016-0131-0
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发表时间：
2016-11
期刊：
影响因子：
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通讯作者：
Jiang Hu;Z. Bai
中科院分区：
文献类型：
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作者：
Jiang Hu;Z. Bai
我们介绍了所谓的朴素测试，并对新的发展进行了简要的回顾。朴素的测试方法很容易理解，并且执行得很好，特别是当维度很大的时候。我们主要回顾了高维总体均值向量和协方差矩阵的一些朴素检验方法，我们相信这种朴素检验方法可以广泛地应用于其他许多检验问题。
We introduce the so-called naive tests and give a brief review of the new developments. Naive testing methods are easy to understand and perform robustly, especially when the dimension is large. We focus mainly on reviewing some naive testing methods for the mean vectors and covariance matrices of high-dimensional populations, and we believe that this naive testing approach can be used widely in many other testing problems.